Two things frustrate me about SSMS:

1. Intellisense gets in the way to the point I've got it turned off.

2. When working with a dual-monitor system, with SSMS on the secondary monitor, all dialog boxes pop up in the center of the main monitor instead of the current one.

And a few irritations:

1. Many dialog boxes don't display the proper cursor.

2. The default action for a linked server is to open the properties dialog... but double-clicking it just expands that node in the treeview.